Our study uses the GARCH-EVT-copula model to develop out-of-sample forecasts for
diverse asset classes, including a green asset. To construct optimal portfolios, we apply four …

This study uses GARCH-EVT-copula and ARMA-GARCH-EVT-copula models to perform out-
of-sample forecasts and simulate one-day-ahead returns for ten stock indexes. We construct …

Increasing amounts of wastewater are discharged to water bodies, with a risk of exceeding
their capacity to cope with such loads. Nutrient discharge forms two types of risk, ie …

In this paper, we analyze the inherent evolutionary dynamics of financial and energy
markets. We study their inter-relationships and perform predictive analysis using an …

This paper reviews copula methods used for economic and finance. Copula allows
researchers to relax the traditional linear model assumptions so that researchers can specify …

This study examines the dynamic relationship between precious metals and stock markets of
major developed (G7) and emerging (BRICS) nations. We use a hybrid wavelet-based …

This study assesses the feasibility of policy harmonization in the fight against terrorism in 53
African countries with data for the period 1980–2012. Four terrorism variables are used …

The primary focus of this study is on modeling the relationship between the volatility of
corporate bond yield spreads and other covariates, including interest rate volatility, equity …

We examine the hedging and safe-haven characteristics of gold, silver, platinum, and
palladium and three major indices in the US market. The metal markets are known for their …

Based on the prices selected from European Energy Exchange (EEX) from 2013 to 2018, we
investigate the inter-correlation of carbon spot and futures markets. Specifically, we adopt …